India NSE Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	14.4905	19.90***
α ARCH Response to squared shocks	0.2468	3.19***
β GARCH Volatility persistence	0.1804	1.93*
ν DF Student-t tail thickness	22.7887	0.38

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Victory Electric Vehicles International Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

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